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Determinants of new venture performance : towards a resource-based model

Taylor, Stephen - 1996

Persistent link: https://www.econbiz.de/10000607729

Intraday effects of foreign exchange intervention by the Bank of Japan

Chang, Yuanchen - In: Journal of international money and finance 17 (1998) 1, pp. 191-210

Persistent link: https://www.econbiz.de/10001338365

The term structure of volatility implied by foreign exchange options

Xu, Xinzhong - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 57-74

Persistent link: https://www.econbiz.de/10001166027

Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples

Taylor, Stephen - In: The journal of futures markets 14 (1994) 2, pp. 215-235

Persistent link: https://www.econbiz.de/10001169801

Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents

Blair, Bevan; Poon, Ser-Huang; Taylor, Stephen - In: Applied financial economics 12 (2002) 5, pp. 319-329

Persistent link: https://www.econbiz.de/10001688802

Cojumps in stock prices : empirical evidence

Gilder, Dudley; Shackleton, Mark B.; Taylor, Stephen - In: Journal of banking & finance 40 (2014), pp. 443-459

Persistent link: https://www.econbiz.de/10010404700

The role of "other information" in analysts' forecasts in understanding stock return volatility

Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Review of accounting studies 19 (2014) 4, pp. 1346-1392

Persistent link: https://www.econbiz.de/10010459687

Empirical pricing kernels obtained from the UK index options market

Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993

Persistent link: https://www.econbiz.de/10003886597

Estimating and validating a firm-year-specific measure of conservatism : Australian evidence

Lai, Cheng; Taylor, Stephen L. - In: Accounting and finance : journal of the Accounting … 48 (2008) 4, pp. 673-695

Persistent link: https://www.econbiz.de/10003782229

Cojumps in Stock Prices : Empirical Evidence

Gilder, Dudley - 2013

We examine contemporaneous jumps (cojumps) among individual stocks and a proxy for the market portfolio. We show, through a Monte Carlo study, that using intraday jump tests and a coexceedance criterion to detect cojumps has a power similar to the cojump test proposed by Bollerslev et al....

Persistent link: https://www.econbiz.de/10013091293